Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400599.0086 | 382494.7183 | 18104.2903 | 62839.4901 | 29194.7712 | 33644.7189 |
Total P&L (%) | 400.599 | 382.4947 | 18.1043 | 62.8395 | 29.1948 | 33.6447 |
Avg Daily Profit (%) | 0.1712 | 0.1635 | 0.0077 | 0.0208 | 0.0109 | 0.0124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142676 | -80860 | -191862 | -135710 | -64031 | -127817 |
Profit Factor | 1.6524 | 2.2644 | 1.0581 | 1.1203 | 1.1108 | 1.13 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 41.7722 | 43.5897 | 40 | 41.7722 | 43.5897 | 40 |
Ratio Avg Win / Avg Loss | 2.3033 | 2.9305 | 1.5872 | 1.5617 | 1.4375 | 1.695 |
Largest Winning Trade | 256553 | 256553 | 67437 | 75331 | 75331 | 53349 |
Largest Losing Trade | -56333 | -56333 | -33616 | -59289 | -44522 | -59289 |
Avg Bars in Trades | 172 | 158 | 185 | 172 | 158 | 185 |
Avg Bars in Winners | 274 | 239 | 311 | 274 | 239 | 311 |
Avg Bars in Losers | 98 | 95 | 102 | 98 | 95 | 102 |
Bars Traded | 13598 | 6162 | 7436 | 13598 | 6162 | 7436 |
Profit Streak | 0 | 55.3315 | 0 | 0 | 55.3315 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23972 | 349525 | -350005 | -287018 | -281919 | -259322 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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